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Emmanuelle Clément · Study

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Emmanuelle Clément

6 works· latest 2015· 3 institutionscluster: provisionalORCID 0000-0002-2863-7519

h-index6

i106

Citations498

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Most cited in this library

An analysis of a least squares regression method for American option pricing2002 · 342 citations
Integration by parts formula and applications to equations with jumps2010 · 44 citations
A duality approach for the weak approximation of stochastic differential equations2006 · 34 citations
An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility2013 · 28 citations
Local Asymptotic Mixed Normality property for discretely observed stochastic differential equations driven by stable Lévy processes2015 · 26 citations

Works

6 shown

Local Asymptotic Mixed Normality property for discretely observed stochastic differential equations driven by stable Lévy processes

Stochastic Processes and their Applications·2015·2 authors·Open access

26citations

An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility

Stochastic Processes and their Applications·2013·3 authors·Open access

28citations

Limit theorems in the Fourier transform method for the estimation of multivariate volatility

Stochastic Processes and their Applications·2011·2 authors·Open access

24citations

Integration by parts formula and applications to equations with jumps

Probability Theory and Related Fields·2010·2 authors·Open access

44citations

A duality approach for the weak approximation of stochastic differential equations

The Annals of Applied Probability·2006·3 authors·Open access

34citations

An analysis of a least squares regression method for American option pricing

Finance and Stochastics·2002·3 authors

342citations